RayleighRndGen Class Reference
[Random number generators]

Rayleigh random generator. More...

#include <rndgen.h>

List of all members.

Public Member Functions

RayleighRndGen (double _sigma=1)

double get ()

returns the random number

Detailed Description

Rayleigh random generator.

random generation of a double, following a Rayleigh distribution with PDF and CDF:

$p(x) = \frac{x}{sigma^2} e^{-x^2/(2 sigma^2)} \qquad \qquad \qquad P(x) = 1 - e^{-x^2/(2 sigma^2)}$

mean and variance of the Rayleigh distribution are:

$E[x] = sigma \sqrt{\frac{\pi}{2}} \qquad \qquad \qquad \sigma^2 = sigma \frac{4-\pi}{2}$

RayleighRndGen::RayleighRndGen ( double _sigma = 1 ) [inline]

Parameters:

_sigma sigma value of the Rayleigh distribution

The documentation for this class was generated from the following file:

Generated on Wed Dec 22 23:23:50 2004 for NePSing by

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Public Member Functions
	RayleighRndGen (double _sigma=1)
double	get ()
	returns the random number